The matrix unwinding function, with an application to computing the matrix exponential

DOI10.1137/130920137MaRDI QIDQ2877080zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Mary Aprahamian, Nicholas J. Higham

Publication date 21 August 2014

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL http://eprints.maths.manchester.ac.uk/2094/1/130920137.pdf

zbMATH Keywords

argument reductioncondition numberconditioningmatrix exponentialmatrix logarithmmatrix powermatrix unwinding functionnumerical experimentscaling and squaring methodSchur-Parlett algorithmSylvester equationunwinding number

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Numerical computation of matrix norms, conditioning, scaling (65F35) Numerical computation of matrix exponential and similar matrix functions (65F60)

Review text

Let \(\mathcal{U}(A)=(A-\log e^A)/2\pi i \) be a unwinding number of \(A \in \mathbb{C}^{n\times n}\). Basic properties of \(\mathcal{U}(A)\) are derived in the paper. Bounds for the norm and the condition number of \(\mathcal{U}(A)\) are given and also discussed. A number of matrix identities involving the functions \(\log z\) and \(z^\alpha\) are derived. Connections with the matrix sign function are explored. A Schur-Parlett algorithm with a special reordering for computing \(\mathcal{U}(A)\) is given. Also given is some analysis connecting the conditioning of the Sylvester equations to the conditioning of \(\mathcal{U}\). Numerical experiments show that the algorithm performs well in practice. The use of the unwinding function for argument reduction with the matrix exponential is investigated.

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Cited in

(10)

• Conditioning of the matrix-matrix exponentiation
• The minimization of matrix logarithms: on a fundamental property of the unitary polar factor
• Scaled and squared subdiagonal Padé approximation for the matrix exponential
• Matrix inverse trigonometric and inverse hyperbolic functions: theory and algorithms
• Testing matrix function algorithms using identities
• A technique for improving the computation of functions of triangular matrices
• Stirling’s Original Asymptotic Series from a Formula Like One of Binet’s and its Evaluation by Sequence Acceleration
• An Algorithm for the Matrix Lambert W Function
• Yang-Baxter-Like Matrix Equation: A Road Less Taken
• Convergence properties of sequences related to the Ando-Li-Mathias construction and to the weighted cheap mean

Describes a project that uses

Uses Software

• Eigtool
• MATLAB expm
• mctoolbox

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